SMEAL WIKI

A Robust Analysis of the Risk-Structure of Equilibrium Term Structures of Bond Yields

Anh Le, Kenneth J. Singleton
Year2012
VenueSSRN Electronic Journal
Typepreprint
Citations8
DOI10.2139/ssrn.2024222
OpenAlexW2734687375

Topics

Stochastic processes and financial applicationsTerm (time)BondEconomicsEconometricsPhysics